-65.6%
STLA vs MTB
+118.5%
-184.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.7% |
| 7D | +0.7% | +2.8% | -2.0% | -0.8% |
| 30D | -2.4% | -4.2% | +1.8% | -0.2% |
| 3M | -23.9% | +7.8% | -31.7% | -27.4% |
| 6M | -24.6% | +14.8% | -39.4% | -30.7% |
| YTD | -50.5% | +20.8% | -71.3% | -56.2% |
| 1Y | -39.8% | +23.1% | -63.0% | -47.5% |
| 3Y | -65.6% | +114.8% | -180.4% | -77.4% |
| All | -65.6% | +118.5% | -184.2% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MTB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling